+7,238.0%
NEE vs HST
+1,330.6%
+5,907.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +1.9% | -1.0% | +3.0% | +2.1% |
| 30D | -2.2% | -12.3% | +10.1% | -0.4% |
| 3M | -1.2% | -6.4% | +5.2% | -0.4% |
| 6M | -8.6% | +15.0% | -23.6% | -10.6% |
| YTD | +6.2% | +30.5% | -24.3% | +1.9% |
| 1Y | +21.1% | +35.7% | -14.6% | +15.5% |
| 3Y | +36.4% | +68.4% | -32.0% | +25.0% |
| 5Y | +11.4% | +73.1% | -61.8% | +0.4% |
| 10Y | +250.0% | +92.7% | +157.3% | +198.2% |
| All | +7,238.0% | +1,330.6% | +5,907.3% | +4,731.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling